Anic Equity

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Total return since start: 0.563 %

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Equity now: -----------------------------> 47734.85 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46339.93 Kr

PnL: ---------------------------------------> -548.64 Kr

DD now: ---------------------------------> -1.841 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 12:13:18.679222'

Anic Portfolio

Today

Return: 0.889 %

This Week

Return: 0.424 %

Total

Return: 56.272 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	4.550000	3224.000000	253.000000	8.520000	2971.000006
FM Mattsson Mora Group B	50	0.000000	3030.000000	103.000000	3.520000	2927.000000
HEBA B	70	0.000000	2733.500000	97.500000	3.700000	2636.000010
SAAB B	8	0.630000	3448.000000	71.000000	2.100000	3377.000000
Corem Property Group B	59	1.450000	620.090000	43.090000	7.470000	576.999999
Norva24 Group	16	-0.440000	573.440000	30.440000	5.610000	543.000000
Samhällsbyggnadsbo. i Norden B	20	1.690000	384.600000	29.600000	8.340000	355.000000
Resurs Holding	22	4.240000	600.820000	26.820000	4.670000	573.999998
AcadeMedia	12	0.660000	583.200000	26.200000	4.700000	557.000004
MedCap	2	1.590000	447.000000	26.000000	6.180000	421.000000
Eastnine	4	0.000000	509.600000	18.600000	3.790000	491.000000
OEM International B	7	1.170000	542.500000	14.500000	2.750000	527.999997
Boozt	12	2.660000	1668.000000	14.000000	0.850000	1653.999996
HMS Networks	2	-0.060000	686.000000	13.000000	1.930000	673.000000
Intrum	4	0.340000	538.000000	11.000000	2.090000	527.000000
Fastighetsbolag. Emilshus Pref	21	1.120000	571.200000	9.200000	1.640000	562.000005
Coor Service Management Hold.	8	1.580000	538.400000	6.400000	1.200000	532.000000
Sampo Oyj SDB	7	1.760000	3853.500000	3.500000	0.090000	3850.000000
Essity A	4	0.170000	1152.000000	3.000000	0.260000	1149.000000
Swedbank A	3	0.690000	566.850000	2.850000	0.510000	564.000000
Essity B	2	0.840000	576.000000	2.000000	0.350000	574.000000
Creaspac SPAC	6	0.100000	576.000000	-1.000000	-0.170000	577.000002
Handelsbanken A	5	0.510000	543.000000	-3.000000	-0.550000	546.000000
Nordea Bank Abp	29	0.880000	3451.000000	-3.000000	-0.090000	3453.999992
Securitas B	6	0.530000	566.760000	-3.240000	-0.570000	570.000000
Samhällsbyggnadsbo. i Norden D	12	0.200000	242.640000	-3.360000	-1.370000	246.000000
Karnov Group	9	1.570000	525.600000	-10.400000	-1.940000	536.000004
CTEK	13	0.800000	521.560000	-12.440000	-2.330000	533.999999
Midsona B	63	1.380000	555.660000	-27.340000	-4.690000	582.999984
Vivesto	1368	0.340000	560.610000	-52.390000	-8.550000	612.999432
International Petroleum Corp.	5	0.460000	541.000000	-53.570000	-9.010000	594.565215
Axfood	13	-0.140000	3636.100000	-119.900000	-3.190000	3756.000001
OX2	18	2.900000	1467.900000	-196.100000	-11.780000	1663.999992
Fasadgruppen Group	35	-0.100000	3409.000000	-402.000000	-10.550000	3810.999990
Ovzon	52	0.180000	2896.400000	-465.600000	-13.850000	3361.999992
TOTAL			46339.930000	-548.640000	-1.84051%	46888.564618

Updated:

'2023-01-20 12:13:31.396404'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.